+40.8%
CL vs BURL
+95.5%
-54.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +3.0% |
| 7D | +7.7% | +10.4% | -2.7% | +7.3% |
| 30D | +15.2% | -4.9% | +20.2% | +15.3% |
| 3M | +7.3% | -29.8% | +37.1% | +8.3% |
| 6M | +17.0% | -16.5% | +33.5% | +17.5% |
| YTD | +28.0% | -10.5% | +38.5% | +28.3% |
| 1Y | +32.1% | -5.3% | +37.4% | +32.2% |
| All | +40.8% | +95.5% | -54.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling